This is Stock Analysis project in Excel, Power BI, Matlab, Python, and R language with different types of analysis such as data analysis, technical analysis, fundamental analysis, quantitative analysis, and different types of trading strategies. Learn about stocks, options, bonds, mutual funds, and ETF (Exchange-traded funds). In addition, this is for quantitative researching and analyzing in trading and investment. Quantitative analysis (QA) is a technique that use mathematics and statistical modeling, measurement, and research for understanding financial behaviors. Many different types of technical indicators and stock strategies in Excel, Python, and R language. Using time series, forecasting, machine learning, and deep learning for this research project in different type of programming languages. 📈 📉
A stock is an investment that represent a share or partial ownership of a company. Stock is company's profits; as a result, investors buy stocks to earn a return on their investment. Stocks are one of the best way to build up capital or wealth. Stock is low and high risk investment.
Options is a contract to buy or sell a specific financial product known as the option's underlying instrument or underlying interest. Also, options are contracts that gives the owner, the holder, the right, but not the obligation, to buy or sell an underlying asset or instrument at a specified strike price prior to or on a specified date, depending on the form of the option. Options is a high risk investment.
Exchange Traded Funds (ETF) is a type of investment fund and exchange-traded product. ETFs are traded on stock exchanges. Also, they are similar in many ways to mutual funds, except that ETFs are bought and sold throughout the day on stock exchanges.
Bond is a fixed income instrument that represents a loan made by an investor to a borrower such as corporate or governmental. Owner of bonds are the debt holders, or creditors of the issuer. Bonds are tax-free, secured, redeemable and non-convertible in nature.
Mutual Funds are investment strategies that allow investor to pool their money together with other investors to purchase a collection of stocks, bonds, or other securities that might be difficult to recreate on their own. Mutual funds are a low risk investment.
Python 3.5+
R 3.0.0 +
Matlab R2016a
Excel 2016
Power BI
Description: There are many various methods used to accomplish different strategy; therefore, each with appropriate market environments and risks inherent in the strategy. Trading strategy is a technique of buying and selling in the markets that is based on predefined rules used to make trading decisions.
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Trend-following Strategies
Algorithmic Trading Strategies
Statistical Arbitrage
Arbitrage Opportunities
Index Fund Rebalancing
Mathematical Model-based Strategies
Trading Range (Mean Reversion)
Fundamental Analysis
Technical Analysis
Swing Trading Strategy
Scalping (Trading)
Day Trading
End-of-day trading strategy
Trading the News
Trading the Signals
Social Trading
Value Investing
Performance Analysis
Quantitative Analysis
Description: Portfolio strategies is an investment method for investors to use their assets to achieve their financial goals.
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Long-term Investment
Short-term Investment
All Weather Strategies
Buy and Hold
Defensive Stock Investing strategy
Rebalance Portfolio
Value Investment
Momentum Investment
Core and Satellite
The Dave Ramsey Portfolio
Capital Asset Pricing Model (CAPM)
Modern Portfolio Theory (MPT)
Post-Modern Portfolio Theory (PMPT)
Portfolio Allocation
Portfolio Optimization
Markowitz Portfolio Optimization Theory (1952)
Minimum-Variance Portfolios (Global Minimum-variance Portfolio)
Global Portfolio Optimization (The Black Litterman)
Tactical Asset Allocation
Constant-Weighting Asset Allocation
Strategic Asset Allocation
Dynamic Asset Allocation
Insured Asset Allocation
Integrated Asset Allocation
ETFs Asset Allocation
Bonds Asset Allocation
Mutual Funds Asset Allocation
Commodities Asset Allocation
Portfolio Insurance
Constant Proportion Portfolio Insurance (CPPI)
Presidental Stock Portfolio
Obama Stock Portfolio
Trump Stock Portfolio
Description: Risk measures are statistical method to defined the individual stock or together to perform a risk assessment.
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Trade Risk
Position Size Risk
Market Risk
Margin Risk
Liquidity Risk
Overnight Risk
Volatility Risk
Description: Risk-Adjusted Returns Ratios is an investment's return by measuring how much risk is involved in producing that return.
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Appraisal Ratio
Bernardo Ledoit Ratio
Burke Ratio
Calmar Ratio
Conditional Sharpe Ratio
Gain Loss Ratio
Information Ratio
K appa Three Ratio
Martin Ratio
Modigliani Ratio
Omega Ratio
Pain Ratio
Risk-adjusted return on capital (RAROC)
Sterling Ratio
Sharpe Ratio
Sortino Ratio
Treynor Ratio
Upside Potential Ratio
Description: Options Strategies are the simultaneous that is mixed with buying or selling of one or more options that differ in one or more of the options' variables.
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Long Call
Long Put
Short Call
Short Put
Covered Call
Married Put
Bull Call Spread
Bear Call Spread
Bull Put Spread
Bear Put Spread
Call Backspread
Long Straddle
Short Straddle
Long Strangle
Short Strangle
Iron Condor
Iron Butterfly
Long Calendar Spread with Calls
Long Calendar Spread with Put
Long Butterfly with Calls
Long Butterfly with Put
Protective Collar
https://www.researchgate.net (European Social networking site for scientists and researchers to share papers)
https://www.academia.edu/ (Academics and Researchers to share educational papers from all over the worlds)
https://quant.stackexchange.com/questions/38886/what-are-the-quantitative-finance-papers-that-we-should-all-have-in-our-shelves (Financial Research Papers)
https://capital.com/financial-dictionary (Financial terms)
http://www.performance-metrics.eu/performance_glossary.php (Performance Metrics)
http://morningstardirect.morningstar.com/clientcomm/customcalculations.pdf (Financial Calculations)